Abstract

The simple random walk with mixed barriers at state $ 0 $ and state $ n $ defined on non-negative integers has transition matrix $ P $ with transition probabilities $ p_{ij} $. Matrix $ Q $ is obtained from matrix $ P $ when rows and columns at state $ 0 $ and state $ n $ are deleted . The fundamental matrix $ B $ is the inverse of the matrix $ A = I -Q $, where $ I $ is an identity matrix. The expected reflecting and absorbing time and reflecting and absorbing probabilities can be easily deduced once $ B $ is known. The fundamental matrix can thus be used to calculate the expected times and probabilities of NCD's.

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